PREVIEW / futures_30min / 2021-08-26

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-08-26.parquet
  size:    97 KB
  rows:    3,637

schema

  timestamp    TIMESTAMP
  symbol       VARCHAR
  asset_type   VARCHAR
  open         DOUBLE
  high         DOUBLE
  low          DOUBLE
  close        DOUBLE
  volume       DOUBLE

sample rows

timestamp	symbol	asset_type	open	high	low	close	volume
2021-08-26 00:00:00	ES	Futures	5052.43	5053.56	5052.15	5053.56	1133.0
2021-08-26 00:30:00	ES	Futures	5053.56	5054.4	5052.43	5053.27	1148.0
2021-08-26 01:00:00	ES	Futures	5052.99	5054.68	5052.71	5054.12	1715.0
2021-08-26 01:30:00	ES	Futures	5054.4	5055.53	5053.27	5054.96	1883.0
2021-08-26 02:00:00	ES	Futures	5055.25	5055.81	5051.87	5052.43	4149.0
2021-08-26 02:30:00	ES	Futures	5052.43	5053.27	5050.18	5051.3	5233.0
2021-08-26 03:00:00	ES	Futures	5051.3	5054.12	5046.23	5053.56	16142.0
2021-08-26 03:30:00	ES	Futures	5053.56	5058.62	5053.27	5056.37	11563.0
2021-08-26 04:00:00	ES	Futures	5056.65	5059.19	5054.96	5056.37	5480.0
2021-08-26 04:30:00	ES	Futures	5056.37	5058.34	5054.4	5054.68	4274.0
2021-08-26 05:00:00	ES	Futures	5054.4	5055.53	5050.74	5053.56	5838.0
2021-08-26 05:30:00	ES	Futures	5053.56	5056.09	5051.87	5056.09	3866.0
2021-08-26 06:00:00	ES	Futures	5055.81	5057.5	5054.96	5056.37	3628.0
2021-08-26 06:30:00	ES	Futures	5056.09	5058.06	5054.4	5056.65	5207.0
2021-08-26 07:00:00	ES	Futures	5056.37	5060.6	5055.81	5058.91	5395.0
2021-08-26 07:30:00	ES	Futures	5058.91	5060.03	5057.78	5058.91	5317.0
2021-08-26 08:00:00	ES	Futures	5059.19	5060.6	5058.91	5060.03	5521.0
2021-08-26 08:30:00	ES	Futures	5060.03	5060.31	5051.3	5055.25	29501.0
2021-08-26 09:00:00	ES	Futures	5055.25	5057.22	5054.12	5056.65	16595.0
2021-08-26 09:30:00	ES	Futures	5056.65	5059.47	5051.87	5051.87	106094.0
2021-08-26 10:00:00	ES	Futures	5051.59	5056.65	5033.85	5044.55	122432.0
2021-08-26 10:30:00	ES	Futures	5044.55	5048.77	5032.72	5037.51	154353.0
2021-08-26 11:00:00	ES	Futures	5037.51	5048.77	5029.34	5043.98	131216.0
2021-08-26 11:30:00	ES	Futures	5043.98	5047.64	5039.48	5043.98	72772.0
2021-08-26 12:00:00	ES	Futures	5043.98	5050.74	5043.98	5049.05	41363.0
2021-08-26 12:30:00	ES	Futures	5049.05	5050.74	5044.26	5046.52	39246.0
2021-08-26 13:00:00	ES	Futures	5046.52	5048.77	5040.32	5042.86	32845.0
2021-08-26 13:30:00	ES	Futures	5042.86	5047.36	5042.29	5043.7	35897.0
2021-08-26 14:00:00	ES	Futures	5043.7	5043.98	5036.38	5039.2	55398.0
2021-08-26 14:30:00	ES	Futures	5038.91	5041.17	5034.69	5035.53	57452.0
2021-08-26 15:00:00	ES	Futures	5035.25	5038.07	5029.06	5033.85	81546.0
2021-08-26 15:30:00	ES	Futures	5033.85	5038.07	5029.62	5030.18	138607.0
2021-08-26 16:00:00	ES	Futures	5030.18	5034.69	5030.18	5034.13	41115.0
2021-08-26 16:30:00	ES	Futures	5034.13	5035.53	5034.13	5034.69	5232.0
2021-08-26 18:00:00	ES	Futures	5034.69	5036.94	5033.56	5035.25	3355.0
2021-08-26 18:30:00	ES	Futures	5034.97	5035.82	5033.85	5034.13	1620.0
2021-08-26 19:00:00	ES	Futures	5034.13	5034.13	5032.16	5033.56	1699.0
2021-08-26 19:30:00	ES	Futures	5033.56	5033.56	5028.21	5030.18	3754.0
2021-08-26 20:00:00	ES	Futures	5030.18	5030.18	5025.96	5026.52	7706.0
2021-08-26 20:30:00	ES	Futures	5026.52	5031.31	5025.96	5031.03	3999.0
2021-08-26 21:00:00	ES	Futures	5030.75	5036.38	5029.9	5034.97	5243.0
2021-08-26 21:30:00	ES	Futures	5034.97	5036.1	5034.41	5034.97	2861.0
2021-08-26 22:00:00	ES	Futures	5035.25	5042.86	5034.97	5042.86	6561.0
2021-08-26 22:30:00	ES	Futures	5042.57	5043.7	5040.6	5040.6	2923.0
2021-08-26 23:00:00	ES	Futures	5040.6	5041.73	5039.76	5040.32	1776.0
2021-08-26 23:30:00	ES	Futures	5040.6	5041.73	5039.76	5040.6	1157.0
2021-08-26 00:00:00	NQ	Futures	17758.91	17761.81	17754.27	17760.94	733.0
2021-08-26 00:30:00	NQ	Futures	17760.94	17765.57	17758.33	17760.36	787.0
2021-08-26 01:00:00	NQ	Futures	17760.07	17771.66	17757.75	17770.21	1325.0
2021-08-26 01:30:00	NQ	Futures	17770.5	17775.13	17765.28	17772.81	1150.0

> showing 50 of 3,637 rows — these rows as CSV

> unlock the full archive -- $79 one-time